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The persistence in volatility of the US term premium 1970-1986
Tzavalis, Elias; Wickens, M. R. - In: Economics Letters 49 (1995) 4, pp. 381-389
Persistent link: https://www.econbiz.de/10005297204
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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
De Wachter, Stefan; Tzavalis, Elias - In: Economics Letters 88 (2005) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10005257812
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A fixed-T version of Breitung’s panel data unit root test
Karavias, Yiannis; Tzavalis, Elias - In: Economics Letters 124 (2014) 1, pp. 83-87
We extend Breitung’s (2000) panel data unit root test to the case of fixed time (T) dimension while still allowing for heteroscedastic and serially correlated error terms. The analytic local power function of the new test is derived assuming that only the cross section dimension of the panel...
Persistent link: https://www.econbiz.de/10010784990